9781119141044-1119141044-Analysing and Interpreting the Yield Curve (Wiley Finance)

Analysing and Interpreting the Yield Curve (Wiley Finance)

ISBN-13: 9781119141044
ISBN-10: 1119141044
Edition: 2
Author: Choudhry, Moorad
Publication date: 2019
Publisher: Wiley
Format: Hardcover 384 pages
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Book details

ISBN-13: 9781119141044
ISBN-10: 1119141044
Edition: 2
Author: Choudhry, Moorad
Publication date: 2019
Publisher: Wiley
Format: Hardcover 384 pages

Summary

Acknowledged authors Choudhry, Moorad wrote Analysing and Interpreting the Yield Curve (Wiley Finance) comprising 384 pages back in 2019. Textbook and eTextbook are published under ISBN 1119141044 and 9781119141044. Since then Analysing and Interpreting the Yield Curve (Wiley Finance) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

Description

Understand and interpret the global debt capital markets

Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market.

Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used.

  • Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models
  • Gets you up to speed on the secured curve
  • Describes application of theoretical versus market curve relative value trading
  • Explains the concept of the risk-free rate
  • Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models

This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.

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